Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 5.73% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 304,990 | 304,990 | 51,700 CHF | 54,750 CHF | 99.39% | 99.39% |
12/07/2024 | 5.58% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,525 | 300,525 | 52,371 CHF | 55,376 CHF | 99.05% | 99.05% |
11/07/2024 | 6.19% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 332,990 | 332,990 | 52,119 CHF | 55,449 CHF | 90.16% | 90.16% |
10/07/2024 | 6.76% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 367,448 | 367,448 | 52,508 CHF | 56,182 CHF | 95.46% | 95.46% |
09/07/2024 | 6.08% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 325,573 | 325,573 | 51,951 CHF | 55,207 CHF | 99.05% | 99.05% |
08/07/2024 | 5.64% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,764 CHF | 54,764 CHF | 99.22% | 99.22% |
05/07/2024 | 5.36% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 295,288 | 295,287 | 53,570 CHF | 56,523 CHF | 99.39% | 99.39% |
04/07/2024 | 5.57% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,312 | 300,312 | 52,465 CHF | 55,468 CHF | 99.39% | 99.39% |
03/07/2024 | 5.80% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 307,738 | 307,738 | 51,555 CHF | 54,632 CHF | 98.63% | 98.63% |
02/07/2024 | 5.87% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 311,181 | 311,181 | 51,484 CHF | 54,596 CHF | 99.04% | 99.04% |